CovarianceUtilities.GetRandomState Method

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Description

Returns a random state from a zero-mean Gaussian distribution described by the provided covariance matrix.

 

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Overload List

Signatures

Return Value

Description

CovarianceUtilities.GetRandomState(Matrix covariance)

Array

Returns a random state from a zero-mean Gaussian distribution described by the provided covariance matrix.

CovarianceUtilities.GetRandomState(Matrix covariance, Array meanState)

Array

Returns a random state from a Gaussian distribution described by the provided covariance matrix.

CovarianceUtilities.GetRandomState(Matrix covariance, RandomNumberGenerator random)

Array

Returns a random state from a zero-mean Gaussian distribution described by the provided covariance matrix.

CovarianceUtilities.GetRandomState(Matrix covariance, Array meanState, RandomNumberGenerator random)

Array

Returns a random state from a Gaussian distribution described by the provided covariance matrix.

 

 

See also

CovarianceUtilities Object